Talphera Inc (TLPH) Expected Move

Tracking the TLPH expected move helps you see how far Talphera Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Talphera Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the TLPH expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For TLPH, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The TLPH expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Talphera Inc is unlikely to go.

Talphera, Inc., a specialty pharmaceutical company, focuses on the development and commercialization of therapies for use in medically supervised settings. Its lead product candidate is Niyad, a lyophilized formulation of nafamostat, which is under an investigational device exemption as an anticoagulant for the extracorporeal circuit. It is also developing LTX-608, an anti-inflammatory and antiviral potential for the treatment of multiple conditions, including COVID-19, disseminated intravascular coagulation (DIC), acute respiratory distress syndrome (ARDS), and acute pancreatitis; Fedsyra, a pre-filled ephedrine syringe; and PFS-02, a pre-filled phenylephrine syringe.

The company was formerly known as AcelRx Pharmaceuticals, Inc. and changed its name to Talphera, Inc. in January 2024. Talphera, Inc. was incorporated in 2005 and is headquartered in San Mateo, California.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the TLPH expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Talphera Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about TLPH.